Mysql++ and C++ and Windows Programming

I can connect to mysql with with "Connection con" if I'm writing a windows application. But if I try to make a windows console application I cannot use "Connection con" to connect to the mysql database.

BOOL CALLBACK DlgProc(HWND hwnd, UINT Message, WPARAM wParam, LPARAM lParam)
{
switch(Message)
{
case WM_INITDIALOG:
// This is where we set up the dialog box, and initialise any default values

SetDlgItemText(hwnd, IDC_TEXT, "This is a string");
SetDlgItemInt(hwnd, IDC_NUMBER, 5, FALSE);
break;
case WM_COMMAND:
switch(LOWORD(wParam))
{
case IDC_ADD:
{
// When somebody clicks the Add button, first we get the number of
// they entered

BOOL bSuccess;
int nTimes = GetDlgItemInt(hwnd, IDC_NUMBER, &bSuccess, FALSE);
if(bSuccess)
{
// Then we get the string they entered
// First we need to find out how long it is so that we can
// allocate some memory

int len = GetWindowTextLength(GetDlgItem(hwnd, IDC_TEXT));
if(len > 0)
{
// Now we allocate, and get the string into our buffer

// Here we are associating the value nTimes with the item
// just for the heck of it, we'll use it to display later.
// Normally you would put some more useful data here, such
// as a pointer.
SendDlgItemMessage(hwnd, IDC_LIST, LB_SETITEMDATA, (WPARAM)index, (LPARAM)nTimes);
}

Nice avatar

When I compile that code I get a warning that there is a switch() statement without any case: or default: labels. Do you also get this warning? I am having trouble finding where that is but I would expect that to be the problem.